ICE US Dollar Index Future September 2016
Trading Metrics calculated at close of trading on 14-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
94.735 |
94.480 |
-0.255 |
-0.3% |
93.885 |
High |
94.835 |
95.140 |
0.305 |
0.3% |
94.790 |
Low |
94.290 |
94.395 |
0.105 |
0.1% |
93.385 |
Close |
94.421 |
95.040 |
0.619 |
0.7% |
94.631 |
Range |
0.545 |
0.745 |
0.200 |
36.7% |
1.405 |
ATR |
0.586 |
0.598 |
0.011 |
1.9% |
0.000 |
Volume |
27,756 |
22,522 |
-5,234 |
-18.9% |
112,887 |
|
Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.093 |
96.812 |
95.450 |
|
R3 |
96.348 |
96.067 |
95.245 |
|
R2 |
95.603 |
95.603 |
95.177 |
|
R1 |
95.322 |
95.322 |
95.108 |
95.463 |
PP |
94.858 |
94.858 |
94.858 |
94.929 |
S1 |
94.577 |
94.577 |
94.972 |
94.718 |
S2 |
94.113 |
94.113 |
94.903 |
|
S3 |
93.368 |
93.832 |
94.835 |
|
S4 |
92.623 |
93.087 |
94.630 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.484 |
97.962 |
95.404 |
|
R3 |
97.079 |
96.557 |
95.017 |
|
R2 |
95.674 |
95.674 |
94.889 |
|
R1 |
95.152 |
95.152 |
94.760 |
95.413 |
PP |
94.269 |
94.269 |
94.269 |
94.399 |
S1 |
93.747 |
93.747 |
94.502 |
94.008 |
S2 |
92.864 |
92.864 |
94.373 |
|
S3 |
91.459 |
92.342 |
94.245 |
|
S4 |
90.054 |
90.937 |
93.858 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.140 |
93.385 |
1.755 |
1.8% |
0.634 |
0.7% |
94% |
True |
False |
28,080 |
10 |
95.910 |
93.385 |
2.525 |
2.7% |
0.678 |
0.7% |
66% |
False |
False |
17,476 |
20 |
95.910 |
93.385 |
2.525 |
2.7% |
0.549 |
0.6% |
66% |
False |
False |
9,157 |
40 |
95.910 |
92.000 |
3.910 |
4.1% |
0.577 |
0.6% |
78% |
False |
False |
4,826 |
60 |
96.445 |
92.000 |
4.445 |
4.7% |
0.573 |
0.6% |
68% |
False |
False |
3,296 |
80 |
98.745 |
92.000 |
6.745 |
7.1% |
0.583 |
0.6% |
45% |
False |
False |
2,493 |
100 |
99.980 |
92.000 |
7.980 |
8.4% |
0.551 |
0.6% |
38% |
False |
False |
1,999 |
120 |
100.030 |
92.000 |
8.030 |
8.4% |
0.518 |
0.5% |
38% |
False |
False |
1,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.306 |
2.618 |
97.090 |
1.618 |
96.345 |
1.000 |
95.885 |
0.618 |
95.600 |
HIGH |
95.140 |
0.618 |
94.855 |
0.500 |
94.768 |
0.382 |
94.680 |
LOW |
94.395 |
0.618 |
93.935 |
1.000 |
93.650 |
1.618 |
93.190 |
2.618 |
92.445 |
4.250 |
91.229 |
|
|
Fisher Pivots for day following 14-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
94.949 |
94.898 |
PP |
94.858 |
94.755 |
S1 |
94.768 |
94.613 |
|